Actually, CM does provide an LUP decomposition which is basically identical
to Gauss-Jordan except phrased as a decomposition.

See
http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math3/linear/LUDecomposition.html

Consider also whether QR decomposition might give you better results,
especially when your system is nearly singular.


On Fri, Sep 6, 2013 at 6:52 AM, Gilles <[email protected]> wrote:

> On Fri, 06 Sep 2013 14:42:13 +0300, Rodion Efremov wrote:
>
>> Hello.
>>
>> A question considering Commons Math 3.2 follows: is there any method
>> out there for performing Gauss-Jordan -elimination?
>>
>
> I don't think so.
> Depending on what you want to achieve with the resulting matrix, you might
> use one of the decomposition methods that have been implemented.
>
> Regards,
> Gilles
>
>
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